Market Profile TPO [vault]TPO is a market profile tool that shows where the market actually spent its time, not just where price printed a candle. It builds a time price opportunity profile for every day, week or month and marks the levels that keep mattering after the period closes.
How it works
The script splits each period's range into a configurable number of rows and counts how many bars traded inside every row. That count is the TPO score. The widest row is the Point of Control, the fairest price of the period and the level price keeps rotating back to. Around it the script expands the Value Area using the standard two row algorithm until it holds a chosen percentage of total TPO count, giving you the accepted range and its two edges.
Everything is calculated in a single pass over the period's bars instead of scanning every row separately, so the developing profile updates in real time without dragging the chart down, even on 100 rows and low timeframes.
Green area below, red above, no. This is not a signal tool. Value area high and low are the edges of accepted price, and trades that open outside value and reject back inside tend to rotate to the opposite edge. The POC is a magnet. Untouched POCs from previous periods are stronger magnets.
What it draws
- Full TPO profile per period, D, W or M, with adjustable row size and profile width
- Point of Control line, ties resolved toward the middle of the range so the POC never sticks to an extreme
- Value Area high and low with optional shaded background
- Initial Balance, the range of the first balance window of the session, with optional extension across the whole period
- Single prints, the thin one row areas left by one sided moves, top and bottom tails excluded by design
- Naked POC, previous POCs price never traded back into, extended right until they get hit and then removed automatically
Reading it
Value area edges are where acceptance starts and ends. Initial Balance tells you the shape of the day early: price holding inside IB all session is a rotation day, a break of IB high or low with follow through is the classic trend day tell. Single prints mark unfinished auction, the market moved too fast to trade there and usually comes back. A naked POC sitting above or below current price is an obvious target for the next rotation.
Additional settings
- Profile period: D for day trading, W or M for swing context
- Row size: higher for precision, lower for speed on long periods
- Value Area %: 70 is standard, some traders use 68 or 80
- IB session and timezone: defaults to 0930 to 1030 New York, the RTH open hour for US index futures. Set it to your own instrument's open
- Profiles kept on chart: old profiles are deleted as a whole group, so the script never hits TradingView drawing limits and never leaves half a profile behind
- Min rows per single print: filters out one row noise, 2 or 3 keeps only meaningful gaps
- Show developing profile: toggle the live, still forming profile
- Level labels with prices for POC, VAH and VAL
- Full color, width and line style control for every element
- Built-in alerts for prior POC, VAH and VAL crosses and for IB high and low breaks
- Works on any instrument, requires a chart timeframe lower than the profile period
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Volume Delta Suite [vault]Volume Delta Suite
Volume Delta Suite is a tool for reading buy and sell pressure from lower-timeframe volume data, showing the real imbalance between buyers and sellers instead of raw volume alone.
How it works
The script pulls data from a selected lower timeframe (LTF Timeframe) using request.security_lower_tf and classifies every intrabar candle as buying (close >= open) or selling (close < open). The volume from each of those intrabar candles is summed separately on the buy side and the sell side. The difference between these two sums (buy volume minus sell volume) becomes the Volume Delta for the current chart bar. This approach gives a more accurate picture of market aggression than standard volume, since it shows which side was actually initiating trades during that period.
Volume Delta is then accumulated over time into CVD (Cumulative Volume Delta), a tool for tracking the longer-term buy/sell pressure trend and spotting divergences against price, for example when price prints a new high while CVD fails to confirm it.
Display modes
- Volume: standard volume shown as columns
- Volume Delta: buy volume minus sell volume, selectable as columns or candles
- CVD (Cumulative Volume Delta): the running total of delta over time, selectable as columns or candles
Delta Spike Detection
A three-tier system for flagging abnormal delta readings, based on the ratio of the current delta to its average over the last N bars (Relative Length). Each of the three thresholds (default 1.5x, 2.5x, 3.5x) has its own independent up and down color, so weak, moderate, and extreme impulses are visually distinguishable at a glance. The calculation mode (Threshold Calculation Type) can be switched between RELATIVE, which measures against the average absolute delta, and ABSOLUTE, which measures standard deviation against the SMA of delta.
Additional settings
- Color Bars: colors the price bars on the main chart according to the current delta spike level
- LTF Timeframe: the lower timeframe used to reconstruct buy/sell microstructure
- Z Length, SMA Length, Relative Length: the statistical parameters used for smoothing and setting the spike thresholds
- Full color customization for positive and negative values, and for each of the three spike tiers
- Built-in Dark, Light, and Custom theme presets
How to use it
Volume Delta and CVD are best used to confirm or question price action. A strong price move accompanied by a strong delta in the same direction shows genuine participation behind the move. A price move on weak or opposing delta can point to exhaustion, absorption, or a low-conviction push that is more likely to fail. Watching CVD against price over a session or a trend leg is a simple way to spot when the move is losing the support of actual buying or selling volume, even while price keeps climbing or falling.
This is not a buy/sell signal generator. It is a volume-flow read intended to be combined with your own structure, levels, and risk management.
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VWAP Suite [vault]VWAP Suite
Most traders treat VWAP like a single line. This tool treats it the way Auction Market Theory treats it: as a developing value area with a center, an upper edge and a lower edge, tracked across every timeframe that matters, with the previous period frozen next to the current one so you always know where price sits relative to value.
Everything is inside one indicator. Session VWAPs from daily to yearly, standard deviation bands that form the value area, previous period levels, right side labels for every higher timeframe level, and rolling VWAPs over 7, 30, 90 and 365 days.
WHAT IT PLOTS
1. Session VWAPs (Daily, Weekly, Monthly, Quarterly, Yearly)
Each period has its own anchored VWAP that resets at the start of the period. The reset follows the exchange session of the symbol, not midnight UTC, so on CME futures a new daily VWAP starts at 18:00 New York, on OANDA gold at 17:00 New York, and so on. Weekly, monthly, quarterly and yearly resets follow the same logic.
You can enable any combination of these, each with its own color. By default the VWAP lines are drawn dotted so they do not compete visually with the bands and rolling lines. A "Dotted VWAP Lines" toggle switches them back to solid.
The lines break at the period change instead of drawing a vertical jump to the new starting level, so every session or week or month shows as its own clean block.
2. Standard Deviation Bands (Value Area)
Pick one period under "Anchored to Period" and the indicator draws its standard deviation bands around that VWAP:
- VWAP plus 1 SD = VAH (value area high)
- VWAP minus 1 SD = VAL (value area low)
- optional plus and minus 2 SD outer bands
The area between VAH and VAL is filled. Fill transparency is adjustable and defaults to a very subtle 95 so the band reads as a shadow behind price rather than a colored block.
The deviation is calculated with volume weighting from the same cumulative data as the VWAP itself, so VAH and VAL are the true volume weighted 1 SD edges of the developing value area. Bands also break at the period change.
3. Previous Period Levels
At the start of every new period the indicator freezes the VWAP and standard deviation of the period that just closed. Those frozen values are carried forward as flat lines through the current period:
- previous VWAP
- previous VAH and VAL (plus and minus 1 SD)
- optional previous plus and minus 2 SD
These are the levels that matter most from an Auction Market Theory point of view. Price opening inside the previous value area, above it, or below it tells you what kind of day or week you are likely dealing with. The previous value area can be filled as well, with a separate "Fill Prev Bands" toggle.
Each of the five periods keeps its own frozen values, so the previous weekly VAH is genuinely the VAH of last week, not of the last day.
4. HTF Labels (Weekly, Monthly, Quarterly, Yearly)
This is the part that keeps the chart clean. Instead of plotting eight or ten extra lines you get labels on the right side of the chart for the higher timeframe levels:
- current VWAP, VAH, VAL for each of W, M, Q, Y
- previous VWAP, VAH, VAL for each of W, M, Q, Y
Every single label has its own checkbox, so you can show exactly the ones you use and nothing else. Each period has its own color, and previous period labels are automatically dimmed so you can tell them apart at a glance. Two group switches, "Show Current Labels" and "Show Previous Labels", turn whole sets on and off.
Each label comes with a short horizontal tick line drawn at the price level, so you can see where the level sits even when the line itself is not plotted.
5. Rolling VWAPs (7, 30, 90, 365 day)
Rolling VWAPs do not reset. They always look back a fixed number of days and give you the volume weighted average of that whole window. They are calculated by time, not by bar count, so a 30 day rolling VWAP is the same 30 days whether you are on a 5 minute chart or a 4 hour chart. Each one has its own toggle, color and label.
Note on history: the 365 day line needs roughly a year of bars on your chart. On low timeframes with limited history it will be calculated from the first available bar. It is off by default for that reason.
LABEL CONTROLS
- Label Offset: how many bars to the right of the current bar the labels sit
- Label Size: tiny, small, normal or large
- Label Tick Length: length of the short line drawn in front of each label
- Show Right-Side Labels: one master switch that hides every label on the right in one click. Lines and fills stay. Useful when you want to screenshot a clean chart or when the labels start stacking up during a tight range.
HOW WE USE IT
The core idea is that VWAP is fair value for the period and the 1 SD bands are the edges of value. Price accepted inside the bands is balance. Price outside the bands is either an imbalance that will be faded back to value or the start of a trend that leaves the old value area behind.
A few things to watch for:
- Price opening the day or week outside the previous value area and holding there. That is acceptance away from old value and usually the start of a directional move.
- Price opening outside the previous value area and coming straight back inside. Failed breakout, look for a rotation to the other side of the value area.
- Daily VAH or VAL lining up with a weekly or monthly VWAP or value area edge. Stacked value edges from multiple timeframes are where the strongest reactions happen.
- Rolling 7D and 30D crossing or converging. That is medium term value shifting and it often precedes a larger move on the session timeframes.
The labels on the right are there so you never have to guess which level a line represents or scroll around to find the monthly VWAP.
CALCULATION NOTES
- Source is hlc3 by default and can be changed.
- VWAP is the volume weighted average of the source since the period start. Standard deviation is the volume weighted deviation of the source around that VWAP.
- Session boundaries come from the symbol's own exchange calendar.
- On symbols without volume (some CFDs and spot pairs), the indicator falls back to equal weighting so it still plots a time weighted average and bands rather than nothing.
- No repainting. Every value is computed from closed data and a period's frozen levels never change once the period has ended.
- Written in Pine Script v6.
INPUTS OVERVIEW
General: source, label offset, label size, label tick length, right side labels master switch
Session VWAPs: Daily / Weekly / Monthly / Quarterly / Yearly with colors, line width, dotted or solid
Standard Deviation Bands: on/off, anchored period, fill on/off, 2 SD bands on/off, colors, fill transparency
Previous Period Levels: prev 1 SD levels, prev 2 SD levels, prev labels, fill prev bands, color
HTF Labels: current / previous group switches, then per period color and six individual checkboxes (VWAP, VAH, VAL, pVWAP, pVAH, pVAL)
Rolling VWAPs: 7 / 30 / 90 / 365 day with colors
Works on any market and any timeframe. Built for futures and gold on intraday charts but the logic is the same on crypto, forex and stocks. Индикатор
Visible Range Volume NodesVisible Range Volume Nodes is a visible-range volume profile indicator that shows how traded volume is distributed across price levels inside the currently visible chart area.
The script builds a horizontal volume profile from the candles visible on the chart. It divides the visible price range into rows and distributes each candle's volume across the price rows touched by that candle's high-low range. Rows with more accumulated volume are displayed wider. Rows with less accumulated volume are displayed narrower.
How volume is calculated
Each candle's volume is distributed proportionally across the price rows covered by that candle's high-low range. If a candle covers several rows, its volume is split between those rows based on the amount of price overlap.
Bullish and bearish volume are separated using candle direction:
* Candles closing above their open are counted as bullish volume;
* Candles closing below their open are counted as bearish volume;
* Neutral candles are split evenly.
Key Volume Areas
POC - Point of Control
POC is the price row with the highest volume inside the visible range. It marks the largest volume concentration in the selected chart area.
VAH - Value Area High
VAH is the upper boundary of the value area.
VAL - Value Area Low
VAL is the lower boundary of the value area.
The value area starts from the POC and expands through the highest-volume neighboring rows until the selected percentage of total visible-range volume is included. By default, this is commonly used as a 70% value area, but the percentage can be changed in the settings.
HVN - High Volume Node
HVN zones are high-volume areas detected from local peaks in the smoothed volume profile. These zones show where volume was concentrated compared with nearby price levels.
LVN - Low Volume Node
LVN zones are low-volume areas detected from local valleys in the smoothed volume profile. These zones show where volume was thinner compared with nearby price levels.
How to use it
The profile can help users compare current price action with previously traded volume areas inside the selected visible range:
* POC shows the main high-volume reference area of the visible range;
* VAH and VAL show the upper and lower limits of the main value area;
* HVN zones show areas where price previously spent more volume;
* LVN zones show areas where volume was thinner relative to nearby price levels;
* The histogram shows the full volume distribution across the selected price range.
A trader can use these areas as context when analyzing price location. For example, price trading near POC is trading near the main volume concentration of the visible range. Price trading near VAH or VAL is trading near the edge of the calculated value area. HVN and LVN zones can be used to compare current price behavior with areas of stronger or weaker previous volume participation.
These levels should be treated as structural references only. They are not automatic entries, exits, support, resistance, targets, or invalidation levels.
Main settings
* Profile Rows controls how many price rows are used to build the volume profile. More rows create a more detailed profile. Fewer rows create a smoother, broader profile;
* Value Area % controls how much of the visible-range volume is included inside the value area;
* Histogram Direction controls whether the profile is displayed to the left or right side of the visible chart area;
* Profile Distance controls the spacing between the visible candles and the profile panel;
* The script also includes settings for showing or hiding POC, VAH/VAL, HVN, LVN, labels, prices in labels, line style, line width, label size, and colors.
Limitations
*This indicator does not generate buy or sell signals;
*It does not predict future price direction;
*It does not define guaranteed support or resistance;
*It does not use exact bid/ask volume;
*It does not use footprint, delta, or order book data.
The displayed structure depends on the selected visible range, symbol, exchange, timeframe, and available volume data.
Because the profile is based on the currently visible chart range, moving or zooming the chart can change the calculated POC, value area, HVN zones, and LVN zones.
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AMT Market Phase [TradingIQ + Ethan]Hello Traders!
🔹 AMT Market Phase
AMT Market Phase is a market structure tool designed to identify when price is trading inside a balanced range versus when it has moved out of balance.
Instead of only marking highs and lows, this tool uses a TPO-style value area model to study where price has spent time, where value is forming, and when price breaks away from that accepted area.
Think of it as a way to visualize balance, imbalance, and developing market phase shifts across multiple timeframes .
detects balanced and out-of-balance market phases
builds TPO-style value areas from price activity
marks VAH, VAL, and POC levels
uses ATR buffering to filter minor value-area breaks
supports multiple timeframe phase tracking
optional value area, POC, and profile displays
🔹 What the tool shows
🔸 Balance vs out of balance
The script classifies the market into two core states:
Balance
Out of Balance
Balance means price is still trading within its accepted value area.
Out of Balance means price has moved beyond the buffered value area, suggesting that price may be leaving the prior area of acceptance.
This helps you quickly see whether the market is rotating inside a range or attempting to expand away from it.
🔸 TPO-based value area
The tool builds a TPO-style profile from the active market range and calculates key levels:
VAH, or Value Area High
VAL, or Value Area Low
POC, or Point of Control
These levels represent where price has spent meaningful time during the current balance structure.
Instead of using a fixed lookback range, the profile expands and updates based on the active phase of the market.
🔸 Buffered value area breaks
AMT Market Phase includes an ATR-based buffer around the value area.
This helps reduce noise by requiring price to move a meaningful distance beyond value before being classified as out of balance.
This helps separate:
minor value-area probes
weak fakeouts
stronger attempts to leave balance
🔸 Multi-timeframe phase tracking
The indicator can track market phase across multiple timeframes.
This allows you to compare lower-timeframe and higher-timeframe structure directly on the chart.
You can use it to see:
whether the current timeframe is balanced
whether higher timeframes are out of balance
whether multiple timeframes agree or conflict
where larger value areas may be influencing price
🔸 Visual value zones
The script can draw the active balance area directly on the chart.
Depending on your settings, it can display:
value area zones
POC lines
VAH and VAL levels
profile-style visuals
recent balance ranges only
This gives a clean visual map of where value has formed and where price is attempting to break away from that value.
🔸 Phase table
The built-in table summarizes the current phase across key timeframes.
It shows whether each tracked timeframe is in:
BALANCE
OUT OF BALANCE
When price is out of balance, the table can also show directional context using arrows.
🔹 How to read it
Each component gives a different layer of market context:
Balance zone → where price has been accepted
VAH → upper edge of value
VAL → lower edge of value
POC → most active price area
Buffered VA → filtered balance boundary
Out of Balance → price attempting to leave value
Phase table → multi-timeframe market state
🔹 Why this tool is useful
It gives you:
a structured way to identify balance and imbalance
objective value-area levels based on price activity
multi-timeframe context for market phase
a cleaner alternative to manually drawing ranges
visual reference points for where price is accepted or rejected
🔹 Best use cases
identifying balanced market conditions
tracking when price leaves value
studying range expansion and acceptance
comparing market phase across timeframes
building context around VAH, VAL, and POC
understanding whether price is rotating or expanding
🔹 Important note
This tool is based on TPO-style value-area analysis and historical price structure.
That means:
balance does not guarantee price will remain inside the range
out of balance does not guarantee trend continuation
value areas are context zones, not automatic trade signals
market conditions can change quickly
outputs should be used as context, not certainty
🔹 Inputs you can customize
The script includes flexible controls such as:
custom timeframe selection
timeframe colors
POC display toggles
value area display toggles
profile display toggles
recent range only mode
value area percentage
ATR multiplier for balance filtering
minimum profile bars
table position
Closing Notes
AMT Market Phase is built to shift the focus from simply asking where price is moving to understanding whether price is accepted or rejected around value .
It helps traders visualize when the market is balanced, when it is leaving balance, and how that behavior lines up across multiple timeframes.
Thank you for checking it out!
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Auction Intelligence█ AUCTION INTELLIGENCE
Auction Market Theory Overlay
An Auction Market Theory (AMT) overlay that analyzes market structure through volume profile analysis. It detects profile shape (D/P/b/DD), identifies balance vs. imbalance states, and tracks value migration — giving you the same auction-based framework used by institutional traders to understand market behavior.
Free and Open Source.
█ THE CONCEPT: WHY AUCTION MARKET THEORY MATTERS
Standard indicators tell you what happened. AMT tells you why . Markets are continuous two-sided auctions where buyers and sellers negotiate fair value:
Balance — Price rotates within an accepted value area. Expect mean-reversion and range-bound trading.
Imbalance — Price breaks away from the value area. One side dominates. Expect continuation.
Profile Shape — The distribution of volume tells you who is in control and what to expect next.
Value Migration — The direction where the POC and Value Area are shifting reveals the underlying trend.
█ CORE FEATURES
1. Volume Profile Engine
Distributes each bar's volume proportionally across price rows, building a volume-at-price distribution:
POC (Point of Control) — Highest volume row = strongest S/R level
VAH (Value Area High) — Upper boundary of the 70% value area = resistance
VAL (Value Area Low) — Lower boundary of the 70% value area = support
2. Profile Shape Detection
Automatically classifies the volume distribution into four distinct shapes:
D-shape — Balanced. Volume evenly distributed, POC near center. Expect rotation.
P-shape — Bullish. Volume concentrated in upper half. Buyers in control.
b-shape — Bearish. Volume concentrated in lower half. Sellers in control.
DD (Double Distribution) — Two distinct volume clusters. Market transitioning between value areas.
3. Balance vs. Imbalance Recognition
Three-factor analysis combining price position, VA width dynamics, and trend strength. The chart background colors automatically when imbalance is detected (cyan = bullish discovery, red = bearish discovery).
4. Value Migration Tracker
Monitors how the POC and Value Area midpoint shift over time:
Bullish Migration ▲ — POC and VA migrating higher = institutional buying
Bearish Migration ▼ — POC and VA migrating lower = institutional selling
Neutral ─ — No significant migration = consolidation
█ AUTO-TIMEFRAME ADAPTATION
All parameters automatically adjust based on the chart timeframe:
1-5 min → Lookback 30, 18 Rows, Migration Len 5
15-30 min → Lookback 40, 20 Rows, Migration Len 8
1 Hour → Lookback 50, 24 Rows, Migration Len 10
4 Hour → Lookback 70, 28 Rows, Migration Len 15
Daily → Lookback 100, 32 Rows, Migration Len 20
Weekly+ → Lookback 150, 40 Rows, Migration Len 30
Disable Auto-TF to use manual settings for full control.
█ DASHBOARD
A compact, dark-themed info panel displaying:
State — Current AMT state (BALANCE / IMBALANCE) with context
Shape — Detected profile shape (D / P / b / DD) with description
Migration — Value migration direction and strength
Position — Current price position relative to Value Area
POC / VAH / VAL — Key volume-based levels
█ ALERTS (4 CONDITIONS)
Balance → Imbalance — Market leaving the value area
Imbalance → Balance — Market returning to the value area
Profile Shape Changed — Volume distribution pattern shift
Value Migration Shift — Directional bias change in POC/VA migration
█ PRO VERSION
The PRO version (Auction Intelligence PRO v2.0) adds:
Initial Balance Range — IB Tracking + IB Extension Detection
Failed Auction Detection — VA Breakout Failures
Excess & Poor High/Low — Wick analysis at session extremes
Auction Rotation Factor — POC-cross frequency as market efficiency measure
Day Type Classification — Trend/Normal/Normal Var./Neutral/Double Dist. (Dalton)
Previous Day Value Area — PDPOC/PDVAH/PDVAL as reference levels
Enhanced Confluence Score — 0-12 scale with A+ to D grading
13 Alert Conditions
█ NON-REPAINTING
The volume profile is calculated from confirmed bar data only. The rolling lookback window recalculates on each confirmed bar using historical high/low/volume — no future data is used. No repainting.
█ WORKS ON
Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
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TPO Single Prints + nPOCThis indicator brings two core Market Profile concepts to TradingView in a clean, automated way: the Naked Point of Control (nPOC) and Single Prints. Both are calculated from real TPO (Time Price Opportunity) logic using configurable tick sizes, and both are tracked live — updating and removing themselves as price interacts with them.
The indicator supports both daily and weekly timeframes simultaneously, giving you a layered view of unfilled structures across multiple session lengths. Everything is drawn directly on the chart as lines and boxes with fully customizable colors.
Naked Point of Control
The price level with the highest TPO count in a completed session that has not yet been revisited by price. Drawn as a horizontal line extending forward in time until touched.
Single Prints
Price levels within a session's body that were only visited by a single TPO period. These form thin zones representing areas of fast, one-sided movement — can act as magnet for future price action.
Tick-Precise Logic
All calculations are snapped to configurable tick sizes (BTC: $24, ETH: $2, SOL: $0.1, or manual). This ensures the indicator correctly represents the granularity of the underlying asset.
Tick Settings
Tick Preset
Selects a predefined tick size for the asset. BTC = $24, ETH = $2, SOL = $0.10. Choose MANUAL to enter a custom value.
Manual Tick Size
Active only when Tick Preset is set to MANUAL. Defines the price increment for profile row construction. Should match the asset's meaningful price granularity.
Naked POC Settings
Show Daily nPOC
Enables nPOC lines from daily sessions. Each completed day that has not had its POC revisited will show a horizontal line.
Show Weekly nPOC
Same as above but for weekly sessions. Weekly nPOCs tend to be stronger, longer-lasting reference points.
Single Prints Settings
Show Daily SPs
Enables Single Print boxes from daily sessions.
Show Weekly SPs
Enables Single Print boxes from weekly sessions.
Keep Touched SPs
When enabled, fully filled SP zones are not deleted. Instead they are recolored to a faded gray and stop extending, leaving a visual record of where fills occurred.
How traders use this
nPOC as Magnet Levels
Markets statistically tend to revisit past POC levels. Naked POCs are strong candidates for mean-reversion targets, especially when price is trending away from a cluster of unfilled levels.
Single Prints as Impulse Markers
Single prints form during fast, directional moves with little acceptance. When price returns to these zones, it often does so quickly — making them useful for entries in the direction of the original move. Индикатор
AMT Multi-Ticker Imbalance Dashboard [AMT] + Strength/Age ScoreAMT Multi-Ticker Imbalance Dashboard + Strength/Age Score
The AMT Multi-Ticker Imbalance Dashboard is a multi-asset volume imbalance scanner designed to detect, rank, and compare stacked buying or selling pressure across up to six symbols — all from a single chart.
This tool does not rely on simple candle direction or trend signals. Instead, it builds a structured micro-profile of price and volume distribution over a rolling lookback window, then identifies stacked volume dominance inside price bins. The result is a real-time dashboard that highlights where aggressive participation is building — and how strong and fresh that imbalance is.
What This Script Does
This script:
• Scans up to 6 user-defined tickers simultaneously
• Builds a rolling price-volume profile over a configurable lookback
• Detects stacked buy or sell imbalances inside price bins
• Measures imbalance strength (stack size)
• Tracks imbalance age (how recent it triggered)
• Calculates a weighted strength score
• Displays everything in a color-graded dashboard
It functions as a cross-market orderflow pressure monitor, helping traders identify where initiative activity is expanding across correlated or leading assets.
The Core Concept: Stacked Volume Imbalances
Instead of evaluating the whole bar as bullish or bearish, the script:
Takes the last Profile Lookback bars.
Finds the highest high and lowest low.
Divides that range into Profile Resolution bins (price slices).
Inside each bin, it calculates:
Total buy volume (close > open)
Total sell volume (open > close)
It then measures dominance:
Buy imbalance = Buy volume ≥ threshold % of total volume
Sell imbalance = Sell volume ≥ threshold % of total volume
If multiple consecutive bins meet that dominance threshold, they form a stack.
Stack size represents how many adjacent price zones show aggressive one-sided participation.
Why Stacked Imbalances Matter
Single imbalances can be noise.
Stacked imbalances suggest:
• Aggressive initiative activity
• Strong directional conviction
• Potential continuation pressure
• Possible structural repricing
The script only signals when the stack size meets or exceeds the Stack Size Trigger, filtering weak participation.
Dashboard Columns Explained
1️⃣ Ticker
The symbol being scanned.
2️⃣ Stack
Displays:
“X BUY” → number of consecutive buy imbalance bins
“X SELL” → number of consecutive sell imbalance bins
“—” → no qualifying imbalance
3️⃣ Bias
Directional interpretation:
Bullish Imbalance
Bearish Imbalance
Neutral
4️⃣ Score (Strength + Recency Weighted)
The score combines:
Stack Size × Age Weight
Age weighting logic:
New signal (age = 0 bars): 1.5x multiplier
1–3 bars old: 1.0x multiplier
Older than 3 bars: 0.5x multiplier
This means:
• Fresh imbalances rank higher
• Older signals decay in importance
• Strong and new stacks visually dominate
Color Logic
Color intensity reflects both direction and weighted strength:
Bullish
Bright Green → Strong + Fresh
Medium Green → Moderate
Dim Green → Weak or Aging
Bearish
Bright Red → Strong + Fresh
Medium Red → Moderate
Dim Red → Weak or Aging
Neutral = Gray
This allows instant visual ranking across assets.
Inputs Explained
Profile Lookback
Number of bars used to build the rolling profile.
Smaller values:
• Faster responsiveness
• More reactive
Larger values:
• Smoother structure
• More institutional footprint detection
Profile Resolution
Number of bins dividing the price range.
Higher resolution:
• More granular imbalance detection
• More sensitive stacking
Lower resolution:
• Broader structural imbalance zones
Bin Imbalance Threshold
Minimum % dominance required to qualify.
Default: 0.75 (75%)
Higher:
• Stronger conviction required
• Fewer but more aggressive signals
Lower:
• More frequent but softer signals
Stack Size Trigger
Minimum consecutive imbalance bins required.
This filters weak activity and prevents single-bin noise.
Dashboard Position
Choose where the table appears.
How This Script Is Original
This is not:
• A delta oscillator
• A cumulative volume line
• A simple up/down volume ratio
• A standard volume profile
It uniquely combines:
Rolling dynamic profile construction
Per-bin dominance calculation
Consecutive imbalance stacking
Multi-ticker cross-asset scanning
Age-weighted strength scoring
Visual ranking dashboard
Most imbalance tools operate on a single chart and focus on visual zones.
This script transforms imbalance logic into a comparative, cross-market decision tool.
How Traders Can Use It:
Market Leadership Detection
Identify which asset is currently driving momentum.
Example:
If IWM shows a fresh 5 BUY stack while SPX shows neutral → small caps may be leading risk appetite.
Confirmation Tool
Use imbalance confirmation before entering:
• Breakouts
• Acceptance above value
• Fair value gap continuation
• Sequence continuation setups
Rotation Monitoring
Watch for:
• Bullish stacks turning neutral
• Bearish stacks emerging in correlated assets
• Leadership shifting across sectors
Timing Advantage
Fresh stacks (bright colors + high score) highlight where initiative flow is most recent — often before broader price expansion.
Important Notes
• Signals are calculated on the chart’s current timeframe.
• Higher timeframes detect structural imbalance.
• Lower timeframes detect short-term aggression.
• This is a participation pressure scanner — not a standalone entry trigger.
• Always confirm with structure, liquidity, and context.
Summary
The AMT Multi-Ticker Imbalance Dashboard transforms raw volume into structured imbalance intelligence.
It tells you:
• Who is dominant (buyers or sellers)
• How strong that dominance is
• How fresh it is
• Which asset is leading
I
nstead of watching one chart, you monitor relative aggressive participation across six markets — in real time — with objective scoring and visual ranking.
This allows traders to align with the strongest active pressure, avoid fading initiative flow, and improve timing precision through imbalance awareness. Индикатор
Auction Market Theory LevelsAuction Market Theory Indicator
TradingView Pine Script v6 indicator that plots Auction Market Theory (AMT) session levels for RTH/ETH, including value area, VPOC, initial balance extensions, and session VWAP, with Bookmap cloud notes logging.
Features
RTH and ETH session detection with configurable session times.
RTH levels: HOD/LOD, IB30, IB60, IB0.5, IB1.5, IB2.
Value Area (VAH/VAL) and VPOC computed from a session volume profile histogram.
ETH levels: ONH/ONL/ONMID/ONVPOC.
Session VWAP overlay.
Optional labels and/or lines, with ability to extend lines to the right.
Previous session level carry-forward.
Bookmap CSV-style logging and alert payload formatting.
## Inputs
Sessions: `RTH session time`, `ETH session time`.
Levels toggles: `Show HOD and LOD`, `Show IB`, `Show IB30`, `Show IB60`, `Show IB1.5`, `Show IB2`, `Show ONH, ONL, ONVPOC, ONMID`, `Show VAH and VAL`, `Show VPOC`.
Value Area: `Value Area %`, `Number of Histograms`.
Display: `Show price labels`, `Show Lines at price levels`, `Extend lines to the right`, `Session VWAP`, `VWAP color`.
Lookback: `Look back time in hours for previous sessions`.
Logging: `Symbol Prefix` for Bookmap datafeed output.
Getting started
1. Open TradingView and create a new Pine Script.
2. Paste the contents of (src/auction-market-theory.pine).
3. Save and add the indicator to a chart.
Notes
The indicator is designed to run on intraday timeframes with session boundaries.
VPOC/VAH/VAL are calculated from a volume profile histogram built from session bars.
Alerts emit a CSV-style payload containing AMT levels for Bookmap.
Bookmap Cloud Notes output
The script logs and alerts a CSV-style line compatible with Bookmap Cloud Notes. Each line follows this format:
"SYMBOL",PRICE,NOTE,FG_COLOR,BG_COLOR,ALIGN,DIAMETER,LINE
Example (from the script):
"ESH6.CME@BMD",5243.25,ONVPOC,#000000,#ff0066,left,1,TRUE
Alerts → email → local Bookmap Cloud Notes
TradingView alerts can be configured to send these CSV lines to your email address. A simple Python script can then read the email and publish the notes locally to Bookmap Cloud Notes.
Suggested flow:
1. Create a TradingView alert for this indicator.
2. Use the alert message template to output the payload (the script already builds the message in `msg`).
3. Configure the alert to send to your email.
4. Run a local Python reader that parses the incoming email and forwards the CSV lines to your Bookmap Cloud Notes endpoint.
Индикатор
All-in-One CVD: Failed Auction + Trap + Flow Classifications All-in-One CVD : Failed Auction/Trap + Flow Classifications (Colored Bars)
Description:
This script provides an advanced order flow and delta-based trading visualization designed to highlight key market microstructure events in real time. It combines Cumulative Volume Delta (CVD), failed auction detection, absorption tracking, continuation signals, and trap identification into a single, coherent tool with colored bars and visual markers. Unlike standard volume or trend-following indicators, this script focuses on aggressive order flow and price acceptance/rejection events, making it particularly suitable for scalping, intraday momentum trading, and identifying high-probability short-term setups.
Originality and Purpose:
Many scripts either show CVD or detect failed auctions separately, but this script integrates multiple advanced flow concepts into one indicator.
By combining CVD, normalized delta, strong delta thresholds, failed auctions, absorption, traps, and continuation patterns, traders can identify where aggressive buying or selling is being absorbed, where price is likely to continue, and where traps are forming.
The mashup is intentional: each component validates the other. For example, a failed auction signal without absorption is less significant, while a failed auction coinciding with absorption signals a true high-probability trap or reversal.
Failed auctions typically align with "Failed 2" patterns from The Strat by Rob Smith, providing additional confirmation using a well-established price action methodology.
How It Works:
Volume and Delta Calculation:
Computes buying and selling pressure from volume and bar structure (high/low/close).
Supports UltraData mode for enhanced volume calculations using security data.
Options for Cumulative Mode: Total, Periodic, or EMA-based CVD.
Normalized Delta and Strong Delta Detection:
Calculates normalized delta (z-score) to standardize flow across different volatility regimes.
Flags strong buying or selling when delta exceeds user-defined thresholds.
Failed Auction Detection:
Highlights bars where price attempted to break previous highs/lows but failed to sustain, signaling trapped aggressive participants.
True failed auctions can coincide with absorption for higher-probability setups.
Absorption:
Detects situations where strong aggressive flow is absorbed at key levels, showing institutional participation or liquidity consumption.
Bullish absorption occurs when aggressive buying is absorbed at previous lows; bearish absorption occurs when aggressive selling is absorbed at previous highs.
Flow Classification:
Continuation: Aggressive flow accepted by the market — often the next candle continues in the direction of the delta.
Important: A single continuation signal does not guarantee follow-through. Traders should view it as an indicator that aggressive participants are in control for the current candle, and consider market context, trend, and support/resistance before assuming continuation. Multiple consecutive continuation signals or confirmation with absorption/strong delta increases reliability.
Trap: Aggressive flow trapped — the market reverses after failed auction.
Absorption: Aggressive orders absorbed — market shows hesitation at tested levels.
Colored CVD Bars and Visual Markers:
Bars colored green/red/gray based on delta direction.
Visual markers indicate flow state: circles for continuation, X-cross for traps, triangles for absorption.
Works in real time — live candles are updated with flow state markers.
Alerts:
Custom alert conditions for each flow type: continuation, trap, and absorption.
Alerts provide actionable signals for automated monitoring or manual trading.
Trading Applications:
Trap Trading: Identify aggressive buyers/sellers who fail to push price and get trapped. Use trap signals to fade reversals.
Continuation Trading: Detect market acceptance of aggressive flow for trend-following or breakout strategies. Use caution: a single continuation signal indicates probability, not certainty, and should be confirmed with structural context.
Absorption Analysis: Spot where institutional participants absorb liquidity before a potential directional move.
Intraday Scalping: Combines delta, volume, failed auction logic, and Strat alignment for high-frequency setups.
Key Notes:
True failed auctions with significant market impact require absorption — otherwise, a simple failed attempt may be a weak signal.
The script works across multiple markets (Forex, Crypto, Stock) and supports live bar updates.
Users can adjust strong delta thresholds, period lengths, and cumulative modes to fit their preferred trading style or volatility regime.
Conclusion:
This all-in-one script provides traders with a comprehensive, visually intuitive, and real-time method to detect aggressive flow, failed auctions, absorption, and continuation patterns. By linking failed auctions to The Strat’s failed 2 patterns, and clarifying the probabilistic nature of continuation signals, it merges advanced delta analytics with proven price action methodology, making it highly original, actionable, and educational for understanding market order flow dynamics. Индикатор
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